L. Jeff Hong's Research Group
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A statistical perspective on linear programs with uncertain parameters
Hong, L. J. and H. Lam
January 2015
PDF
Project
Type
Conference paper
Publication
Proceedings of the 2015 Winter Simulation Conference, pp.3690-3701
Monte Carlo Methods in Stochastic Programming
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Learning-based robust optimization procedures and statistical guarantee
Gradient and Hessian of joint probability functions with applications on chance constrained programs
Approximating data-driven joint chance constrained programs via uncertainty set construction
Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences
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